| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,320.5240 |
2,529.5490 |
209.0250 |
9.0% |
2,338.6300 |
| High |
2,532.0080 |
2,688.8880 |
156.8800 |
6.2% |
2,431.7360 |
| Low |
2,317.5990 |
2,511.7470 |
194.1480 |
8.4% |
2,111.1450 |
| Close |
2,528.9240 |
2,602.9280 |
74.0040 |
2.9% |
2,248.0560 |
| Range |
214.4090 |
177.1410 |
-37.2680 |
-17.4% |
320.5910 |
| ATR |
131.0090 |
134.3041 |
3.2951 |
2.5% |
0.0000 |
| Volume |
478,851 |
482,809 |
3,958 |
0.8% |
1,019,329 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.6107 |
3,044.9103 |
2,700.3556 |
|
| R3 |
2,955.4697 |
2,867.7693 |
2,651.6418 |
|
| R2 |
2,778.3287 |
2,778.3287 |
2,635.4039 |
|
| R1 |
2,690.6283 |
2,690.6283 |
2,619.1659 |
2,734.4785 |
| PP |
2,601.1877 |
2,601.1877 |
2,601.1877 |
2,623.1128 |
| S1 |
2,513.4873 |
2,513.4873 |
2,586.6901 |
2,557.3375 |
| S2 |
2,424.0467 |
2,424.0467 |
2,570.4522 |
|
| S3 |
2,246.9057 |
2,336.3463 |
2,554.2142 |
|
| S4 |
2,069.7647 |
2,159.2053 |
2,505.5005 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.4187 |
3,057.3283 |
2,424.3811 |
|
| R3 |
2,904.8277 |
2,736.7373 |
2,336.2185 |
|
| R2 |
2,584.2367 |
2,584.2367 |
2,306.8310 |
|
| R1 |
2,416.1463 |
2,416.1463 |
2,277.4435 |
2,339.8960 |
| PP |
2,263.6457 |
2,263.6457 |
2,263.6457 |
2,225.5205 |
| S1 |
2,095.5553 |
2,095.5553 |
2,218.6685 |
2,019.3050 |
| S2 |
1,943.0547 |
1,943.0547 |
2,189.2810 |
|
| S3 |
1,622.4637 |
1,774.9643 |
2,159.8935 |
|
| S4 |
1,301.8727 |
1,454.3733 |
2,071.7310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,688.8880 |
2,169.5890 |
519.2990 |
20.0% |
157.5570 |
6.1% |
83% |
True |
False |
277,094 |
| 10 |
2,688.8880 |
2,111.1450 |
577.7430 |
22.2% |
147.8427 |
5.7% |
85% |
True |
False |
282,826 |
| 20 |
2,688.8880 |
2,111.1450 |
577.7430 |
22.2% |
130.6974 |
5.0% |
85% |
True |
False |
232,147 |
| 40 |
2,688.8880 |
1,909.8580 |
779.0300 |
29.9% |
119.4337 |
4.6% |
89% |
True |
False |
205,447 |
| 60 |
2,688.8880 |
1,543.6780 |
1,145.2100 |
44.0% |
105.2025 |
4.0% |
92% |
True |
False |
198,807 |
| 80 |
2,688.8880 |
1,523.0770 |
1,165.8110 |
44.8% |
90.8232 |
3.5% |
93% |
True |
False |
176,917 |
| 100 |
2,688.8880 |
1,523.0770 |
1,165.8110 |
44.8% |
83.3203 |
3.2% |
93% |
True |
False |
170,267 |
| 120 |
2,688.8880 |
1,523.0770 |
1,165.8110 |
44.8% |
76.7801 |
2.9% |
93% |
True |
False |
161,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,441.7373 |
|
2.618 |
3,152.6431 |
|
1.618 |
2,975.5021 |
|
1.000 |
2,866.0290 |
|
0.618 |
2,798.3611 |
|
HIGH |
2,688.8880 |
|
0.618 |
2,621.2201 |
|
0.500 |
2,600.3175 |
|
0.382 |
2,579.4149 |
|
LOW |
2,511.7470 |
|
0.618 |
2,402.2739 |
|
1.000 |
2,334.6060 |
|
1.618 |
2,225.1329 |
|
2.618 |
2,047.9919 |
|
4.250 |
1,758.8978 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.0578 |
2,557.4880 |
| PP |
2,601.1877 |
2,512.0480 |
| S1 |
2,600.3175 |
2,466.6080 |
|